A daily-rebalanced, Nasdaq-focused strategy using TQQQ/SQQQ with a RSI-driven tilt to TECL (tech) or BSV (bonds), plus hedging when momentum spikes via SQQQ. It's an aggressive, rule-based mix of momentum hedges and a contrarian risk-off/tech-bull tilt.

You trade a Nasdaq-focused, 3x-leveraged long (TQQQ) and its inverse (SQQQ) with daily rebalancing. Start with cash split evenly across the chosen assets. If TQQQ’s last 10 days gained more than 31%, the system buys SQQQ to hedge against further Nasdaq strength. If that isn’t triggered, it checks whether SQQQ has risen more than 25% in the last 10 days and may adjust the cash/equal weighting accordingly. The final step looks at TQQQ’s 10-day RSI: if RSI is below 31 (meaning the asset is considered oversold), the system goes all-in on TECL (tech 3x); otherwise it goes all-in on BSV (short-term bonds). In short, the strategy uses short-term momentum to hedge extreme Nasdaq moves, and a RSI-driven tilt to either a tech-leveraged bet or a safer bond position, with daily rebalancing to maintain the chosen exposure. </br>Note: these are aggressive, leveraged bets; you should backtest and understand the risks before using such a system in real money.

Out-of-sample shows stronger upside: 35.3% annualized vs 20.1% S&P, Sharpe ~1.15, Calmar ~1.46. A hedged Nasdaq tilt using momentum and tech-bond shifts targets big gains with risk control, though drawdowns can exceed SPY.